This paper deals with the experimental identification of the dynamic parameters of parallel machines. The dynamic parameters are estimated by using the weighted least squares solution of an over determined linear system obtained from the sampling of the dynamic model along a closed loop exciting trajectory. Experimental results are exhibited for the H4 robot, a fully parallel structure providing 3 degrees of freedom (dof) in translation and 1 dof in rotation. A comparative study is performed depending on the available measurements i.e. different sensor locations (motor, end effector).